Glow Plugs are a heating device used to aid starting diesel engines.

"In some cars, including all older cars, it is possible to run the engine while the glowplugs are switched on (relays in many modern cars prevent this). The heat caused by the engine's combustion, when combined with the heat from being electrified, is destructive to the glowplugs; the overheating can easily cause them to burn out. Thus, it is important that current to the glowplugs is cut off after a period of time.

Glowplugs have a limited lifespan, and certain factors, such as the aforementioned overheating, can greatly shorten that lifespan.
The heat a glowplug produces diminishes over time; this causes the engine to become progressively harder to start in cold weather, however glowplugs are inexpensive..." (Wikipedia)